-28.6%
WDAY vs WM
+52.1%
-80.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -4.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | +14.7% | -2.4% | +17.1% | +15.8% |
| 3M | +32.4% | +0.4% | +31.9% | +32.4% |
| 6M | +36.9% | -9.5% | +46.4% | +42.5% |
| YTD | -8.8% | +0.5% | -9.3% | -9.1% |
| 1Y | -15.3% | -1.1% | -14.2% | -15.2% |
| 3Y | -21.2% | +46.0% | -67.2% | -37.4% |
| All | -28.6% | +52.1% | -80.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling